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We study a class of backtests for forecast distributions in which the test statistic depends on a spectral transformation that weights exceedance events by a function of the modeled probability level. The weighting scheme is specified by a…

Risk Management · Quantitative Finance 2019-07-30 Michael B. Gordy , Alexander J. McNeil

We propose a new algorithm to detect the community structure in a network that utilizes both the network structure and vertex attribute data. Suppose we have the network structure together with the vertex attribute data, that is, the…

Social and Information Networks · Computer Science 2016-11-23 Shun Kataoka , Takuto Kobayashi , Muneki Yasuda , Kazuyuki Tanaka

We formalize the problem of detecting a community in a network into testing whether in a given (random) graph there is a subgraph that is unusually dense. We observe an undirected and unweighted graph on N nodes. Under the null hypothesis,…

Statistics Theory · Mathematics 2013-03-01 Ery Arias-Castro , Nicolas Verzelen

Detecting communities in high-dimensional graphs can be achieved by applying random matrix theory where the adjacency matrix of the graph is modeled by a Stochastic Block Model (SBM). However, the SBM makes an unrealistic assumption that…

Signal Processing · Electrical Eng. & Systems 2023-12-08 Robert Malinas , Dogyoon Song , Alfred O. Hero

Estimating the asymmetric numbers of communities in multi-layer directed networks is a challenging problem due to the multi-layer structures and inherent directional asymmetry, leading to possibly different numbers of sender and receiver…

Statistics Theory · Mathematics 2026-02-26 Huan Qing

The stochastic block model is a canonical model of communities in random graphs. It was introduced in the social sciences and statistics as a model of communities, and in theoretical computer science as an average case model for graph…

Probability · Mathematics 2025-02-25 Elchanan Mossel , Allan Sly , Youngtak Sohn

When the historical data are limited, the conditional probabilities associated with the nodes of Bayesian networks are uncertain and can be empirically estimated. Second order estimation methods provide a framework for both estimating the…

Machine Learning · Statistics 2022-08-09 Conrad D. Hougen , Lance M. Kaplan , Federico Cerutti , Alfred O. Hero

We consider a robust analog of the planted clique problem. In this analog, a set $S$ of vertices is chosen and all edges in $S$ are included; then, edges between $S$ and the rest of the graph are included with probability $\frac{1}{2}$,…

Computational Complexity · Computer Science 2018-09-06 Jacob Steinhardt

We consider the problem of community detection from the joint observation of a high-dimensional covariate matrix and $L$ sparse networks, all encoding noisy, partial information about the latent community labels of $n$ subjects. In the…

Statistics Theory · Mathematics 2026-02-10 Shuyang Gong , Dong Huang , Zhangsong Li

This work is concerned with nonparametric goodness-of-fit testing in the context of nonlinear inverse problems with random observations. Bayesian posterior distributions based upon a Gaussian process prior distribution are proven to…

Statistics Theory · Mathematics 2026-02-11 Remo Kretschmann , Han Cheng Lie

We study the problem of coupling a stochastic block model with a planted bisection to a uniform random graph having the same average degree. Focusing on the regime where the average degree is a constant relative to the number of vertices…

Combinatorics · Mathematics 2019-10-15 James Hirst

In the study of networked systems such as biological, technological, and social networks the available data are often uncertain. Rather than knowing the structure of a network exactly, we know the connections between nodes only with a…

Social and Information Networks · Computer Science 2016-01-20 Travis Martin , Brian Ball , M. E. J. Newman

We propose a semidefinite programming (SDP) algorithm for community detection in the stochastic block model, a popular model for networks with latent community structure. We prove that our algorithm achieves exact recovery of the latent…

Data Structures and Algorithms · Computer Science 2016-12-05 Amelia Perry , Alexander S. Wein

We consider the stochastic block model where connection between vertices is perturbed by some latent (and unobserved) random geometric graph. The objective is to prove that spectral methods are robust to this type of noise, even if they are…

Machine Learning · Computer Science 2020-11-10 Sandrine Peche , Vianney Perchet

In the standard stochastic block model for networks, the probability of a connection between two nodes, often referred to as the edge probability, depends on the unobserved communities each of these nodes belongs to. We consider a flexible…

Econometrics · Economics 2024-02-27 Yuichi Kitamura , Louise Laage

Rule based classifiers that use the presence and absence of key sub-strings to make classification decisions have a natural mechanism for quantifying the uncertainty of their precision. For a binary classifier, the key insight is to treat…

Machine Learning · Computer Science 2020-05-20 James Nutaro , Ozgur Ozmen

Breaking of equivalence between the microcanonical ensemble and the canonical ensemble, describing a large system subject to hard and soft constraints, respectively, was recently shown to occur in large random graphs. Hard constraints must…

Probability · Mathematics 2017-06-06 Diego Garlaschelli , Frank den Hollander , Andrea Roccaverde

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga

The network data has attracted considerable attention in modern statistics. In research on complex network data, one key issue is finding its underlying connection structure given a network sample. The methods that have been proposed in…

Methodology · Statistics 2024-08-09 Kang Fu , Jianwei Hu , Seydou Keita

We present a simple comparative framework for testing and developing uncertainty modeling in uncertain marching cubes implementations. The selection of a model to represent the probability distribution of uncertain values directly…

Human-Computer Interaction · Computer Science 2024-09-16 Robert Sisneros , Tushar M. Athawale , David Pugmire , Kenneth Moreland
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